PCA Index Dashboard Examples

This script was last run at 2024-03-14 20:37:54.050423+00:00 (UTC)
In US/Central Time, this is 2024-03-14 15:37:54.050423-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897690	-0.476285	0.085432	-0.007205	0.545913	0.254909
1997-01-03	-0.885982	-0.476285	-0.156334	0.008317	0.745467	0.205760
1997-01-06	-0.882079	-0.476285	-0.064920	-0.014966	0.778341	0.269691
1997-01-07	-0.882079	-0.455454	-0.129872	-0.046011	0.837960	0.383283
1997-01-08	-0.893787	-0.455454	-0.022821	-0.084817	0.786001	0.496484
...	...	...	...	...	...	...
2024-03-07	-0.815733	-1.497026	-0.720455	1.808912	1.132807	-0.250848
2024-03-08	-0.819636	-1.476194	-0.684370	1.871002	1.023027	-0.227859
2024-03-11	-0.819636	-1.497026	-0.626635	1.871002	0.924728	-0.175540
2024-03-12	-0.843052	-1.507441	-0.792624	1.816673	1.034751	0.037306
2024-03-13	-0.862566	-1.507441	-0.803449	1.762345	1.065222	0.154233

7186 rows × 6 columns

pc1

DATE
1997-01-02   -0.579366
1997-01-03   -0.685582
1997-01-06   -0.668462
1997-01-07   -0.704856
1997-01-08   -0.674499
                ...   
2024-03-07   -1.532035
2024-03-08   -1.511174
2024-03-11   -1.486734
2024-03-12   -1.590547
2024-03-13   -1.612566
Name: PC1, Length: 7186, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()